-43.3%
ORCL vs LLY
+44.6%
-87.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.1% |
| 7D | +10.4% | +4.6% | +5.8% | +11.0% |
| 30D | -11.2% | +22.4% | -33.6% | -8.5% |
| 3M | -16.8% | +17.1% | -33.9% | -14.5% |
| 6M | -31.5% | +44.6% | -76.1% | -28.5% |
| YTD | -33.9% | +33.5% | -67.4% | -30.8% |
| 1Y | -43.3% | +41.1% | -84.4% | -38.1% |
| All | -43.3% | +44.6% | -87.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling